Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-06-08 0.331899 0.362799 0.396513 0.436250 0.482091 0.533663 0.596569
2025-06-15 0.294439 0.334420 0.380633 0.438684 0.510652 0.598325 0.715446
2025-06-22 0.266058 0.310650 0.364421 0.435310 0.528330 0.649325 0.824216
2025-06-29 0.244833 0.292178 0.351236 0.432253 0.543811 0.697529 0.936435
2025-07-06 0.224084 0.271832 0.332941 0.419393 0.543075 0.721729 1.017086
2025-07-13 0.214160 0.264226 0.330040 0.426245 0.569723 0.788212 1.176360
2025-07-20 0.205333 0.257118 0.326821 0.431758 0.594373 0.854726 1.351364
2025-07-27 0.195207 0.247361 0.318916 0.429278 0.605880 0.901085 1.501236
2025-08-03 0.187613 0.240484 0.314384 0.431117 0.624040 0.961175 1.694918
2025-08-10 0.176450 0.227853 0.300573 0.417252 0.614270 0.969115 1.779286
2025-08-17 0.165714 0.215249 0.286002 0.400960 0.598486 0.963219 1.830410
2025-08-24 0.160205 0.209874 0.281816 0.400888 0.610865 1.013506 2.033380
2025-08-31 0.157856 0.209128 0.284780 0.413135 0.647649 1.121744 2.439165
2025-09-07 0.153511 0.205160 0.282489 0.416305 0.667927 1.199521 2.801600
2025-09-14 0.148192 0.199441 0.277071 0.413577 0.676398 1.252618 3.117541
2025-09-21 0.143298 0.194121 0.271955 0.410913 0.684603 1.306876 3.473118
2025-09-28 0.136851 0.186130 0.262110 0.399036 0.672576 1.309025 3.633266
2025-10-05 0.134522 0.184405 0.262342 0.405437 0.699568 1.417088 4.320032
2025-10-12 0.132086 0.182382 0.261937 0.410574 0.724502 1.526547 5.134965
2025-10-19 0.128427 0.178258 0.257785 0.408276 0.732572 1.590635 5.793272
2025-10-26 0.125706 0.175515 0.255811 0.409988 0.750035 1.687767 6.793482
2025-11-02 0.120612 0.168766 0.246684 0.397099 0.731732 1.669079 6.990334
2025-11-09 0.115382 0.161647 0.236667 0.381935 0.706729 1.624795 6.966652